+56.6%
EXPE vs HTZ
-93.2%
+149.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -0.5% | -8.5% | +8.0% | +0.5% |
| 30D | -6.1% | -18.9% | +12.8% | -3.6% |
| 3M | -21.3% | -36.0% | +14.7% | -17.2% |
| 6M | +19.0% | -74.6% | +93.6% | +36.0% |
| YTD | -8.4% | -70.8% | +62.4% | +1.2% |
| 1Y | -2.8% | -75.3% | +72.5% | +9.7% |
| 3Y | +120.8% | -81.6% | +202.3% | +135.7% |
| 5Y | +46.2% | -94.4% | +140.6% | +103.0% |
| All | +56.6% | -93.2% | +149.8% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling